| Raotbl1 {urca} | R Documentation |
This data set contains the time series used by David A. Dickey, Dennis W. Jansen and Daniel L. Thornton in their article: “A Primer on Cointegrating with an Application to Money and Income”.
data(Raotbl1)
A data frame with quarterly oberservations (ts objects) starting in 1953:1 until 1988:4 for the following 4 variables (all transformed to natural logarithms.
k | Ratio of currency to total checkable deposits. |
ksa | seasonally adjusted series of k. |
r3m | Nominal 3 month T-Bill rate. |
r10y | Nominal yield on 10-year Government securities. |
rgnp | Real GNP. |
Bernhard Pfaff
Dickey, David A., Dennis W. Jansen and Daniel L. Thornton (1994), A Primer on Cointegration with an Application to Money and Income, in: Cointegration for the Applied Economist, ed. B. Bhaskara Rao, chapter 2, Data Appendix, Table D.1.